PREVIEW / futures_30min / 2024-01-09

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-01-09.parquet
  size:    108 KB
  rows:    3,967

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2024-01-09 00:00:00	ES	Futures	5152.91	5153.45	5151.84	5152.1	1268.0
2024-01-09 00:30:00	ES	Futures	5152.1	5152.91	5150.76	5151.3	1855.0
2024-01-09 01:00:00	ES	Futures	5151.3	5152.37	5150.49	5151.84	2309.0
2024-01-09 01:30:00	ES	Futures	5152.1	5153.99	5151.57	5152.91	2395.0
2024-01-09 02:00:00	ES	Futures	5152.91	5152.91	5149.96	5150.76	4089.0
2024-01-09 02:30:00	ES	Futures	5150.76	5151.57	5149.96	5150.22	3665.0
2024-01-09 03:00:00	ES	Futures	5150.22	5150.22	5144.05	5144.58	11856.0
2024-01-09 03:30:00	ES	Futures	5144.85	5145.66	5142.97	5144.85	10105.0
2024-01-09 04:00:00	ES	Futures	5144.85	5146.2	5138.68	5141.63	10978.0
2024-01-09 04:30:00	ES	Futures	5141.9	5146.2	5141.63	5144.32	8100.0
2024-01-09 05:00:00	ES	Futures	5144.32	5145.39	5141.9	5144.05	6013.0
2024-01-09 05:30:00	ES	Futures	5144.05	5144.58	5140.56	5142.44	8076.0
2024-01-09 06:00:00	ES	Futures	5142.17	5143.51	5137.6	5138.41	7929.0
2024-01-09 06:30:00	ES	Futures	5138.41	5139.75	5132.5	5134.11	10208.0
2024-01-09 07:00:00	ES	Futures	5134.38	5138.94	5132.5	5137.6	11331.0
2024-01-09 07:30:00	ES	Futures	5137.6	5141.36	5136.53	5140.29	10128.0
2024-01-09 08:00:00	ES	Futures	5140.02	5140.56	5134.92	5135.18	13261.0
2024-01-09 08:30:00	ES	Futures	5135.18	5135.99	5128.47	5129.01	26849.0
2024-01-09 09:00:00	ES	Futures	5129.27	5131.15	5124.98	5127.93	31331.0
2024-01-09 09:30:00	ES	Futures	5127.93	5131.42	5122.02	5130.89	160565.0
2024-01-09 10:00:00	ES	Futures	5130.62	5139.48	5124.17	5134.38	111607.0
2024-01-09 10:30:00	ES	Futures	5134.38	5137.87	5130.89	5131.69	63959.0
2024-01-09 11:00:00	ES	Futures	5131.69	5144.05	5131.15	5143.24	62839.0
2024-01-09 11:30:00	ES	Futures	5143.24	5153.45	5141.09	5153.45	63037.0
2024-01-09 12:00:00	ES	Futures	5153.45	5155.06	5149.15	5153.45	55096.0
2024-01-09 12:30:00	ES	Futures	5153.18	5156.13	5151.57	5155.06	36783.0
2024-01-09 13:00:00	ES	Futures	5154.79	5161.24	5148.08	5148.88	68587.0
2024-01-09 13:30:00	ES	Futures	5148.88	5158.28	5141.63	5154.25	82404.0
2024-01-09 14:00:00	ES	Futures	5154.25	5157.21	5145.12	5146.46	54285.0
2024-01-09 14:30:00	ES	Futures	5146.73	5150.49	5144.05	5148.88	52722.0
2024-01-09 15:00:00	ES	Futures	5148.88	5153.99	5142.17	5148.61	60623.0
2024-01-09 15:30:00	ES	Futures	5148.61	5153.45	5139.48	5149.42	174748.0
2024-01-09 16:00:00	ES	Futures	5149.42	5151.3	5147.27	5147.27	35361.0
2024-01-09 16:30:00	ES	Futures	5147.54	5148.34	5145.93	5146.73	4349.0
2024-01-09 18:00:00	ES	Futures	5147.0	5147.0	5143.78	5145.66	2751.0
2024-01-09 18:30:00	ES	Futures	5145.66	5148.88	5145.12	5148.34	1960.0
2024-01-09 19:00:00	ES	Futures	5148.61	5151.57	5147.81	5150.76	3232.0
2024-01-09 19:30:00	ES	Futures	5150.76	5151.57	5148.34	5148.88	2138.0
2024-01-09 20:00:00	ES	Futures	5149.15	5149.42	5145.93	5147.0	3496.0
2024-01-09 20:30:00	ES	Futures	5146.73	5148.34	5146.2	5147.27	3043.0
2024-01-09 21:00:00	ES	Futures	5147.54	5148.08	5146.2	5146.2	2112.0
2024-01-09 21:30:00	ES	Futures	5146.46	5148.61	5145.66	5147.81	1669.0
2024-01-09 22:00:00	ES	Futures	5147.81	5148.34	5144.85	5145.12	2922.0
2024-01-09 22:30:00	ES	Futures	5145.12	5145.39	5143.51	5144.85	2395.0
2024-01-09 23:00:00	ES	Futures	5144.85	5147.27	5144.58	5145.66	1959.0
2024-01-09 23:30:00	ES	Futures	5145.93	5145.93	5144.32	5144.85	1346.0
2024-01-09 00:00:00	NQ	Futures	18205.22	18209.02	18203.59	18204.41	822.0
2024-01-09 00:30:00	NQ	Futures	18204.13	18207.12	18195.73	18198.71	1609.0
2024-01-09 01:00:00	NQ	Futures	18198.44	18203.05	18195.18	18201.69	1441.0
2024-01-09 01:30:00	NQ	Futures	18201.42	18212.0	18200.07	18208.47	1696.0

> showing 50 of 3,967 rows — these rows as CSV

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